• Title/Summary/Keyword: Modified Newton method

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GLOBAL CONVERGENCE OF A MODIFIED BFGS-TYPE METHOD FOR UNCONSTRAINED NON-CONVEX MINIMIZATION

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.325-331
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    • 2007
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm associated with the general line search model. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the new quasi-Newton iteration equation $B_{k+1}s_k=y^*_k,\;where\;y^*_k$ is the sum of $y_k\;and\;A_ks_k,\;and\;A_k$ is some matrix. The global convergence properties of the algorithm associating with the general form of line search is proved.

Inverse Heat Conduction Problem in One-Dimensional Time-Dependent Medium with Modified Newton-Raphson Method

  • Kim, Sin;Lee, Yoon-Joon;Lee, Jung-hoon;Kim, Min-Chan
    • Journal of Energy Engineering
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    • v.9 no.1
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    • pp.37-40
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    • 2000
  • An inverse problem is solved to determine the space-dependent thermal conductivity in one-dimensinoal time-dependent heat conduction medium with the data imposed and measured at the two end-points. The thermal conductivity is approximated as a linear combination of known functions with unknown coefficients and the unknowns are obtained by the governing and sensitivity equations using modified Newton-Raphson method. The estimated results are compared with exact thermal conductivities and it shows good agreements. This approach is expected to be used to estimate spatial composition of heat conduction medium.

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SCALING METHODS FOR QUASI-NEWTON METHODS

  • MOGHRABI, ISSAM A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.6 no.1
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    • pp.91-107
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    • 2002
  • This paper presents two new self-scaling variable-metric algorithms. The first is based on a known two-parameter family of rank-two updating formulae, the second employs an initial scaling of the estimated inverse Hessian which modifies the first self-scaling algorithm. The algorithms are compared with similar published algorithms, notably those due to Oren, Shanno and Phua, Biggs and with BFGS (the best known quasi-Newton method). The best of these new and published algorithms are also modified to employ inexact line searches with marginal effect. The new algorithms are superior, especially as the problem dimension increases.

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On the Implementation of Maximum-likelihood Factor Analysis

  • Song, Moon-Sup;Park, Chi-Hoon
    • Journal of the Korean Statistical Society
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    • v.9 no.1
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    • pp.13-29
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    • 1980
  • The statistical theory of factor analysis is briefly reviewed with emphasis on the maximum-likelihood method. A modified version of Joreskog(1975) is used for the implementation of the maximum-likelihood method. For the minimization of the conditional minimum function, an adaptive Newton-Raphson method is applied.

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Complete lower bound solutions of circular plate collapse problems by a finite difference method (원형평판의 붕괴문제에 관한 유한차분 완전 하계해)

  • Huh, Hoon
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.14 no.6
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    • pp.1382-1390
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    • 1990
  • Accurate load-carrying capacities and moment distributions of thin circular plates are obtained for clamped or simply-supported boundary condition under various concentrated circular loadings. The material is regarded as perfectly-plastic based on an arbitrary yield function such as the Tresca yield function, the Johansen yield function, and the farmily of .betha.-norms which possesses the von Mises yield function and the Frobenius norm. To obtain the lower bound solutions, a maximization formulation is derived and implemented for efficient numerical calculation with a finite difference method and the modified Newton's method. The numerical results demonstrate plastic collapse behavior of circular plates and provide their design criteria.

Uncertainty Analysis in Estimation of Roughness Coefficient Using the Field Measurement Data (현장실측에 의한 조도계수 산정의 불확실도 평가)

  • Kim, Ji-Sung;Lee, Chan-Joo;Kim, Won
    • Journal of Korea Water Resources Association
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    • v.40 no.10
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    • pp.801-810
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    • 2007
  • In this study, validity and limitation of the estimation of roughness coefficient using the measured field data are investigated and the errors of the calculated roughness coefficient are analyzed. The assumption of uniform flow led to much difference of the computed results in low flow, and this is due to change of the cross-section informations such as flow area and hydraulic radius rather than the difference of velocity head. From the comparison between the estimations of average roughness coefficient in the reach which is relatively long, the calculation using the modified Newton-Raphson method is very efficient and accurate. In the measured roughness coefficient, the errors of measured flow and stage are included and the lower flow is, the larger the magnitude of error of measured roughness coefficient is. But the error of depth and velocity associated with uncertainty of roughness coefficient is less than about 5% in the both of low and high flow, and it shows the validity of measured roughness coefficient.

Shape Optimization of Arches (아치구조의 형상 최적화)

  • Han, Sang Hoon;Byun, Keun Joo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.4 no.4
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    • pp.127-135
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    • 1984
  • This paper considers the problem of optimum shaping of steel arches subjected to general loading. The weight of arches is considered as the objective function and the appropriate combinations of section forces, material volume, arc length, and closed section area of arches are considered as the stress constraints. The shape optimization problems are formulated in terms of the design variables of sectional areas of each element. First the cost sensitivity of the design is investigated. Then the investigation comprises the search for the optimum arch form as well as the optimum area distribution along the arch. Two spaces of shape optimization algorithm will be treated, the first space corresponding to the section optimization by the Modified Newton Raphson Method, and the second space to the coordinate optimization by the Powell Method. The optimization algorithm is evaluated and the optimum span-rise ratios for the given arches are evaluated.

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A Study on the Dynamic Behavior of Cable-Stayed Bridge Considering Geometric Nonlinearity of Cables (케이블의 기하학적 비선형성을 고려한 사장교의 동적거동에 관한 연구)

  • Park, Young Suk;Chung, Si Youn;Lee, Myong Woo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.9 no.4
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    • pp.15-25
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    • 1989
  • This paper presents the results of the numerical analysis on the behavior of cable-stayed bridge considering geometric nonlinearity of cables. Finite element method is used and geometric nonlinearities are considered on the analysis of cable-stayed bridge. The governing equilibrium equations are derived by the principle of virtual work, and modified Newton-Raphson method and Newmark-${\beta}$ method are employed in response calculations. The validity of this study is demonstrated by comparing the examples with analytical results by other method and testing results.

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License Plate Detection with Improved Adaboost Learning based on Newton's Optimization and MCT (뉴턴 최적화를 통해 개선된 아다부스트 훈련과 MCT 특징을 이용한 번호판 검출)

  • Lee, Young-Hyun;Kim, Dae-Hun;Ko, Han-Seok
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.12
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    • pp.71-82
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    • 2012
  • In this paper, we propose a license plate detection method with improved Adaboost learning and MCT (Modified Census Transform). The MCT represents the local structure patterns as integer numbered feature values which has robustness to illumination change and memory efficiency. However, since these integer values are discrete, a lookup table is needed to design a weak classifier for Adaboost learning. Some previous research efforts have focused on minimization of exponential criterion for Adaboost optimization. In this paper, a method that uses MCT and improved Adaboost learning based on Newton's optimization to exponential criterion is proposed for license plate detection. Experimental results on license patch images and field images demonstrate that the proposed method yields higher performance of detection rates with low false positives than the conventional method using the original Adaboost learning.

Development of an AOA Location Method Using Covariance Estimation

  • Lee, Sung-Ho;Roh, Gi-Hong;Sung, Tae-Kyung
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.485-489
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    • 2006
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

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